An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765): Difference between revisions

@@ Property / describes a project that uses @@
+MersenneTwister
@@ Property / describes a project that uses: MersenneTwister / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3138196709
@@ Property / OpenAlex ID: W3138196709 / rank @@
+Normal rank
@@ Property / cites work @@
+Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
+Normal rank
@@ Property / cites work @@
+Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction
+Normal rank
@@ Property / cites work @@
+Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On the Walsh Functions
@@ Property / cites work: On the Walsh Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+Conversion of mersenne twister to double-precision floating-point numbers
+Normal rank
@@ Property / cites work @@
+Deep backward schemes for high-dimensional nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+The numerical approximation of stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Weak rate of convergence for an Euler scheme of nonlinear SDE’s
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Cubature on Wiener space
@@ Property / cites work: Cubature on Wiener space / rank @@
+Normal rank
@@ Property / cites work @@
+Mersenne twister
@@ Property / cites work: Mersenne twister / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
+Normal rank
@@ Property / cites work @@
+Monte Carlo simulation of nonlinear diffusion processes
+Normal rank
@@ Property / cites work @@
+Monte Carlo simulation of nonlinear diffusion processes. II
+Normal rank
@@ Property / cites work @@
+Some problems in the simulation of nonlinear diffusion processes
+Normal rank